File: test_lambert_w_integrals_float128.cpp

package info (click to toggle)
scipy 1.16.0-1exp7
  • links: PTS, VCS
  • area: main
  • in suites: experimental
  • size: 234,820 kB
  • sloc: cpp: 503,145; python: 344,611; ansic: 195,638; javascript: 89,566; fortran: 56,210; cs: 3,081; f90: 1,150; sh: 848; makefile: 785; pascal: 284; csh: 135; lisp: 134; xml: 56; perl: 51
file content (286 lines) | stat: -rw-r--r-- 11,305 bytes parent folder | download | duplicates (11)
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
// Copyright Paul A. Bristow 2016, 2017, 2018.
// Copyright John Maddock 2016.

// Use, modification and distribution are subject to the
// Boost Software License, Version 1.0.
// (See accompanying file LICENSE_1_0.txt
// or copy at http://www.boost.org/LICENSE_1_0.txt)

// test_lambert_w_integrals.cpp
//! \brief quadrature tests that cover the whole range of the Lambert W0 function.

#include <boost/config.hpp>   // for BOOST_MSVC definition etc.
#include <boost/version.hpp>   // for BOOST_MSVC versions.
#include <climits>

#if defined(BOOST_HAS_FLOAT128) && (LDBL_MANT_DIG > 100)
//
// Mixing __float128 and long double results in:
// error: __float128 and long double cannot be used in the same expression
// whenever long double is a [possibly quasi-] quad precision type.
// 
#undef BOOST_HAS_FLOAT128
#endif


#ifdef BOOST_HAS_FLOAT128

// Boost macros
#define BOOST_TEST_MAIN
#define BOOST_LIB_DIAGNOSTIC "on" // Report library file details.
#include <boost/test/included/unit_test.hpp> // Boost.Test
#include <boost/test/tools/floating_point_comparison.hpp>

#include <boost/array.hpp>
#include <boost/type_traits/is_constructible.hpp>

#include <boost/multiprecision/float128.hpp>

#include <boost/math/special_functions/fpclassify.hpp> // isnan, isfinite.
#include <boost/math/special_functions/next.hpp> // float_next, float_prior
using boost::math::float_next;
using boost::math::float_prior;
#include <boost/math/special_functions/ulp.hpp>  // ulp

#include <boost/math/tools/test_value.hpp>  // for create_test_value and macro BOOST_MATH_TEST_VALUE.
#include <boost/math/policies/policy.hpp>
using boost::math::policies::digits2;
using boost::math::policies::digits10;
#include <boost/math/special_functions/lambert_w.hpp> // For Lambert W lambert_w function.
using boost::math::lambert_wm1;
using boost::math::lambert_w0;

#include <limits>
#include <cmath>
#include <typeinfo>
#include <iostream>
#include <type_traits>
#include <exception>

std::string show_versions(void);

// Added code and test for Integral of the Lambert W function: by Nick Thompson.
// https://en.wikipedia.org/wiki/Lambert_W_function#Definite_integrals

#include <boost/math/constants/constants.hpp> // for integral tests.
#include <boost/math/quadrature/tanh_sinh.hpp> // for integral tests.
#include <boost/math/quadrature/exp_sinh.hpp> // for integral tests.

  using boost::math::policies::policy;
  using boost::math::policies::make_policy;

// using statements needed for changing error handling policy.
using boost::math::policies::evaluation_error;
using boost::math::policies::domain_error;
using boost::math::policies::overflow_error;
using boost::math::policies::ignore_error;
using boost::math::policies::throw_on_error;

typedef policy<
  domain_error<throw_on_error>,
  overflow_error<ignore_error>
> no_throw_policy;

// Assumes that function has a throw policy, for example:
//    NOT lambert_w0<T>(1 / (x * x), no_throw_policy());
// Error in function boost::math::quadrature::exp_sinh<double>::integrate:
// The exp_sinh quadrature evaluated your function at a singular point and resulted in inf.
// Please ensure your function evaluates to a finite number of its entire domain.
template <typename T>
T debug_integration_proc(T x)
{
   T result; // warning C4701: potentially uninitialized local variable 'result' used
  // T result = 0 ; // But result may not be assigned below?
  try
  {
   // Assign function call to result in here...
    if (x <= sqrt(boost::math::tools::min_value<T>()) )
    {
      result = 0;
    }
    else
    {
      result = lambert_w0<T>(1 / (x * x));
    }
   // result = lambert_w0<T>(1 / (x * x), no_throw_policy());  // Bad idea, less helpful diagnostic message is:
    // Error in function boost::math::quadrature::exp_sinh<double>::integrate:
    // The exp_sinh quadrature evaluated your function at a singular point and resulted in inf.
    // Please ensure your function evaluates to a finite number of its entire domain.

  } // try
  catch (const std::exception& e)
  {
    std::cout << "Exception " << e.what() << std::endl;
    // set breakpoint here:
    std::cout << "Unexpected exception thrown in integration code at abscissa (x): " << x << "." << std::endl;
    if (!std::isfinite(result))
    {
      // set breakpoint here:
      std::cout << "Unexpected non-finite result in integration code at abscissa (x): " << x << "." << std::endl;
    }
    if (std::isnan(result))
    {
      // set breakpoint here:
      std::cout << "Unexpected non-finite result in integration code at abscissa (x): " << x << "." << std::endl;
    }
  } // catch
  return result;
} // T debug_integration_proc(T x)

template<class Real>
void test_integrals()
{
  // Integral of the Lambert W function:
  // https://en.wikipedia.org/wiki/Lambert_W_function
  using boost::math::quadrature::tanh_sinh;
  using boost::math::quadrature::exp_sinh;
  // file:///I:/modular-boost/libs/math/doc/html/math_toolkit/quadrature/double_exponential/de_tanh_sinh.html
  using std::sqrt;

  std::cout << "Integration of type " << typeid(Real).name()  << std::endl;

  Real tol = std::numeric_limits<Real>::epsilon();
  { //  // Integrate for function lambert_W0(z);
    tanh_sinh<Real> ts;
    Real a = 0;
    Real b = boost::math::constants::e<Real>();
    auto f = [](Real z)->Real
    {
      return lambert_w0<Real>(z);
    };
    Real z = ts.integrate(f, a, b); // OK without any decltype(f)
    BOOST_CHECK_CLOSE_FRACTION(z, boost::math::constants::e<Real>() - 1, tol);
  }
  {
    // Integrate for function lambert_W0(z/(z sqrt(z)).
    exp_sinh<Real> es;
    auto f = [](Real z)->Real
    {
      return lambert_w0<Real>(z)/(z * sqrt(z));
    };
    Real z = es.integrate(f); // OK
    BOOST_CHECK_CLOSE_FRACTION(z, 2 * boost::math::constants::root_two_pi<Real>(), tol);
  }
  {
    // Integrate for function lambert_W0(1/z^2).
    exp_sinh<Real> es;
    //const Real sqrt_min = sqrt(boost::math::tools::min_value<Real>()); // 1.08420217e-19 fo 32-bit float.
    // error C3493: 'sqrt_min' cannot be implicitly captured because no default capture mode has been specified
    auto f = [](Real z)->Real
    {
      if (z <= sqrt(boost::math::tools::min_value<Real>()) )
      { // Too small would underflow z * z and divide by zero to overflow 1/z^2 for lambert_w0 z parameter.
        return static_cast<Real>(0);
      }
      else
      {
        return lambert_w0<Real>(1 / (z * z)); // warning C4756: overflow in constant arithmetic, even though cannot happen.
      }
    };
    Real z = es.integrate(f);
    BOOST_CHECK_CLOSE_FRACTION(z, boost::math::constants::root_two_pi<Real>(), tol);
  }
} // template<class Real> void test_integrals()


BOOST_AUTO_TEST_CASE( integrals )
{
  std::cout << "Macro BOOST_MATH_LAMBERT_W0_INTEGRALS is defined." << std::endl;
  BOOST_TEST_MESSAGE("\nTest Lambert W0 integrals.");
  try
  {
  // using statements needed to change precision policy.
  using boost::math::policies::policy;
  using boost::math::policies::make_policy;
  using boost::math::policies::precision;
  using boost::math::policies::digits2;
  using boost::math::policies::digits10;

  // using statements needed for changing error handling policy.
  using boost::math::policies::evaluation_error;
  using boost::math::policies::domain_error;
  using boost::math::policies::overflow_error;
  using boost::math::policies::ignore_error;
  using boost::math::policies::throw_on_error;

  /*
  typedef policy<
    domain_error<throw_on_error>,
    overflow_error<ignore_error>
  > no_throw_policy;


  // Experiment with better diagnostics.
  typedef float Real;

  Real inf = std::numeric_limits<Real>::infinity();
  Real max = (std::numeric_limits<Real>::max)();
  std::cout.precision(std::numeric_limits<Real>::max_digits10);
  //std::cout << "lambert_w0(inf) = " << lambert_w0(inf) << std::endl; // lambert_w0(inf) = 1.79769e+308
  std::cout << "lambert_w0(inf, throw_policy()) = " << lambert_w0(inf, no_throw_policy()) << std::endl; // inf
  std::cout << "lambert_w0(max) = " << lambert_w0(max) << std::endl; // lambert_w0(max) = 703.227
  //std::cout << lambert_w0(inf) << std::endl; // inf - will throw.
  std::cout << "lambert_w0(0) = " << lambert_w0(0.) << std::endl; // 0
  std::cout << "lambert_w0(std::numeric_limits<Real>::denorm_min()) = " << lambert_w0(std::numeric_limits<Real>::denorm_min()) << std::endl; // 4.94066e-324
  std::cout << "lambert_w0(std::numeric_limits<Real>::min()) = " << lambert_w0((std::numeric_limits<Real>::min)()) << std::endl; // 2.22507e-308

  // Approximate the largest lambert_w you can get for type T?
  float max_w_f = boost::math::lambert_w_detail::lambert_w0_approx((std::numeric_limits<float>::max)()); // Corless equation 4.19, page 349, and Chapeau-Blondeau equation 20, page 2162.
  std::cout << "w max_f " << max_w_f << std::endl; // 84.2879
  Real max_w = boost::math::lambert_w_detail::lambert_w0_approx((std::numeric_limits<Real>::max)()); // Corless equation 4.19, page 349, and Chapeau-Blondeau equation 20, page 2162.
  std::cout << "w max " << max_w << std::endl; // 703.227

  std::cout << "lambert_w0(7.2416706213544837e-163) = " << lambert_w0(7.2416706213544837e-163) << std::endl; //
  std::cout << "test integral 1/z^2" << std::endl;
  std::cout << "ULP = " << boost::math::ulp(1., policy<digits2<> >()) << std::endl; // ULP = 2.2204460492503131e-16
  std::cout << "ULP = " << boost::math::ulp(1e-10, policy<digits2<> >()) << std::endl; // ULP = 2.2204460492503131e-16
  std::cout << "ULP = " << boost::math::ulp(1., policy<digits2<11> >()) << std::endl; // ULP = 2.2204460492503131e-16
  std::cout << "epsilon =  " << std::numeric_limits<Real>::epsilon() << std::endl; //
  std::cout << "sqrt(max) =  " << sqrt(boost::math::tools::max_value<float>() ) << std::endl; // sqrt(max) =  1.8446742974197924e+19
  std::cout << "sqrt(min) =  " << sqrt(boost::math::tools::min_value<float>() ) << std::endl; // sqrt(min) =  1.0842021724855044e-19



// Demo debug version.
Real tol = std::numeric_limits<Real>::epsilon();
Real x;
{
  using boost::math::quadrature::exp_sinh;
  exp_sinh<Real> es;
  // Function to be integrated, lambert_w0(1/z^2).

    //auto f = [](Real z)->Real
    //{ // Naive - no protection against underflow and subsequent divide by zero.
    //  return lambert_w0<Real>(1 / (z * z));
    //};
    // Diagnostic is:
    // Error in function boost::math::lambert_w0<Real>: Expected a finite value but got inf

    auto f = [](Real z)->Real
    { // Debug with diagnostics for underflow and subsequent divide by zero and other bad things.
      return debug_integration_proc(z);
    };
    // Exception Error in function boost::math::lambert_w0<double>: Expected a finite value but got inf.

    // Unexpected exception thrown in integration code at abscissa: 7.2416706213544837e-163.
    // Unexpected exception thrown in integration code at abscissa (x): 3.478765835953569e-23.
    x = es.integrate(f);
    std::cout << "es.integrate(f) = " << x << std::endl;
    BOOST_CHECK_CLOSE_FRACTION(x, boost::math::constants::root_two_pi<Real>(), tol);
    // root_two_pi<double = 2.506628274631000502
  }
    */

  test_integrals<boost::multiprecision::float128>();
  }
  catch (std::exception& ex)
  {
    std::cout << ex.what() << std::endl;
  }
}

#else

int main() { return 0; }

#endif